Volatility Analysis
5,064.20 45.81(0.91%)05/02/2024
S&P 500 ($GSPC)
For the given dates, $GSPC current volatility is at 14.09%.
The 1-Month historical standard deviation is at 77.87.
S&P 500 ($GSPC)
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Historical Standard Deviation
Period | Value |
1 Week | 37.79 |
20 Days | 42.56 |
1 Month | 77.87 |
3 Months | 88.25 |
100 Days | 106.96 |
6 Months | 256.23 |
9 Months | 324.66 |
Year-to-date | 153.57 |
1 Year | 334.11 |
3 Years | 361.58 |
5 Years | 651.14 |
Historical Volatility
Historical Volatility Returns (%) By Years/Months
Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Min | Max | Avg |
2024 | 16.46 | 0.30 | -31.19 | 67.06 | 3.14 | -31.19 | 67.06 | 11.15 | |||||||
2023 | -17.52 | -26.35 | 52.69 | -5.24 | 28.85 | -69.83 | 126.48 | -69.83 | 126.48 | 12.73 | |||||
Summary | |||||||||||||||
Avg Returns (%) | 16.46 | 0.30 | -31.19 | 67.06 | 3.14 | -17.52 | -26.35 | 52.69 | -5.24 | 28.85 | -69.83 | 126.48 | -69.83 | 126.48 | 12.07 |
Max Pos Return (%) | 16.46 | 0.30 | -31.19 | 67.06 | 3.14 | -17.52 | -26.35 | 52.69 | -5.24 | 28.85 | -69.83 | 126.48 | -69.83 | 126.48 | 12.07 |
Max Neg Return (%) | 16.46 | 0.30 | -31.19 | 67.06 | 3.14 | -17.52 | -26.35 | 52.69 | -5.24 | 28.85 | -69.83 | 126.48 | -69.83 | 126.48 | 12.07 |
Pos Occurences (%) | 100 | 100 | 0 | 100 | 100 | 0 | 0 | 100 | 0 | 100 | 0 | 100 | 0 | 100 | 58 |
Neg Occurences (%) | 0 | 0 | 100 | 0 | 0 | 100 | 100 | 0 | 100 | 0 | 100 | 0 | 0 | 100 | 42 |